You might have a friend who has a friend whose roommate saw a cockroach once. That’s about the extent of the problem. It is blown way out of proportion.
The rooms are small, but every dorm room is small. You will be able to fit 2 down beds and 2 desks, but not much else if you do that because the desks UM provides are bulky. I suggest lofting your bed (not bunking), and having your desk under your bed. I hated the idea of sleeping up high at first, but I ended up loving it and it is definitely the way to go, and you are able to fit a futon, tv, etc. with 2 lofted beds.